Missing Data in Asset Pricing Panels
收藏NBER2022-12-01 更新2025-01-04 收录
下载链接：
https://www.nber.org/papers/w30761
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资源简介：
Missing data for return predictors is a common problem in cross sectional asset pricing. Most papers do not explicitly discuss how they deal with missing data but conventional treatments focus on the subset of firms with no missing data for any predictor or impute the unconditional mean. Both
提供机构：
美国国家经济研究局
创建时间：
2022-12-01
